-45.8%
CDE vs SPYM
+820.0%
-865.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | +15.7% | -1.4% | +17.1% | +17.9% |
| 3M | +30.5% | +3.7% | +26.8% | +25.9% |
| 6M | -7.4% | +13.0% | -20.4% | -18.5% |
| YTD | +17.9% | +12.5% | +5.4% | +5.0% |
| 1Y | +46.7% | +18.6% | +28.1% | +23.1% |
| 3Y | +851.3% | +78.0% | +773.3% | +402.2% |
| 5Y | +202.9% | +82.3% | +120.6% | +56.7% |
| 10Y | +58.2% | +322.9% | -264.7% | -70.5% |
| All | -45.8% | +820.0% | -865.8% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling